| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | (1) | (1.2) | 64 | 0 | 2 | (6) | (11) | 0 | 70 |
| 60 | 2 | 2.2 | 58 | 0 | 4 | (3) | (12) | 0 | 75 |
| 120 | 1 | 1.1 | 53 | 0 | 4 | (4) | (21) | 0 | 72 |
| 250 | 1 | 1.4 | 51 | 0 | 5 | (4) | (21) | (1) | 81 |
| 500 | 2 | 1.9 | 52 | 0 | 5 | (4) | (21) | (1) | 85 |
| 760 | 1 | 1.5 | 53 | 0 | 5 | (4) | (23) | (1) | 86 |
| 1260 | 1 | 1.3 | 52 | 0 | 5 | (4) | (23) | (1) | 86 |
| 2520 | 2 | 1.6 | 52 | 1 | 7 | (5) | (85) | (3) | 87 |
| All | 2 | 1.5 | 51 | 0 | 7 | (5) | (85) | (3) | 87 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 0.4 | 0.1 | 0.1 | 0.1 | 0.1 | 0.2 | 0.2 | 0 | 0 | (0.1) | 0 | 0 | 1.4 | 1.3 | 51.7 | 240 | (0.2) | (0.7) | 1.4 | 0.6 |
| 2017 | (0.1) | 0.3 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3 | 0.8 | 54.1 | 79 | (0.2) | (0.3) | 1 | 0.5 |
| 2016 | 0.9 | 0.3 | 0.1 | 0.2 | 0 | 1.2 | 0.3 | (0.2) | (0.1) | (0.2) | (0.2) | 0.3 | 2.6 | 2.3 | 51.5 | 240 | (0.2) | (0.8) | 1.5 | 0.6 |
| 2015 | 0.7 | (0.2) | 0.5 | (0.3) | 0.1 | 0 | 0.4 | 0 | 0.2 | (0.3) | 0.1 | 0.1 | 1.3 | 1.2 | 50 | 233 | (0.2) | (0.8) | 1.5 | 0.6 |
| 2014 | 0.7 | 0.1 | 0 | 0.2 | 0.4 | 0.1 | 0 | 0.2 | (0.3) | (0.2) | 0.2 | 0.2 | 1.6 | 1.7 | 57.5 | 240 | (0.2) | (0.8) | 1.5 | 0.6 |
| 2013 | (0.3) | 0.3 | 0.1 | 0.3 | (0.6) | 0.1 | 0.3 | 0.2 | 0.1 | 0 | (0.1) | (0.4) | 0 | 0.1 | 49.3 | 239 | (0.2) | (0.6) | 1.5 | 0.6 |
| 2012 | 0.2 | 0 | (0.1) | 0.3 | 0.6 | (0.2) | 0.2 | 0 | 0.1 | 0.1 | 0.2 | (0.1) | 1.3 | 1.5 | 50.4 | 248 | (0.2) | (0.5) | 1 | 0.5 |
| 2011 | 0.2 | 0.1 | (0.1) | 0.4 | 0.6 | (0.3) | 0.6 | 0.8 | 0.2 | 0.4 | 0.3 | 0.5 | 3.7 | 2.5 | 51.3 | 243 | (0.4) | (0.9) | 1.5 | 0.5 |
| 2010 | 0.4 | 0.2 | (0.2) | 0.6 | 0.6 | 0.7 | 0.1 | 0.9 | 0 | 0 | (0.3) | 0 | 3 | 2.1 | 51.1 | 239 | (0.3) | (0.9) | 1.3 | 0.6 |
| 2009 | (0.6) | 0 | 0 | (0.5) | (1.1) | 0.7 | 0 | 1.1 | 0.4 | 0.3 | 0.8 | (0.5) | 0.6 | 0.3 | 47.3 | 234 | (0.5) | (2.9) | 1.3 | 0.6 |
| 2008 | 1.2 | 0.7 | 0.6 | (0.3) | (0.3) | 0.8 | 0.3 | 0.4 | 0 | (0.1) | 2.8 | 1 | 7.1 | 2.7 | 60.7 | 232 | (0.9) | (1.5) | 1.5 | 0.6 |
| 2007 | (0.4) | 0.6 | (0.4) | 0.1 | (0.3) | 0 | 0.2 | 0.5 | 0.4 | 0.2 | 0.9 | 0.3 | 2.1 | 1.6 | 49.4 | 250 | (0.2) | (0.9) | 1.3 | 0.6 |
| 2006 | (0.4) | (0.1) | (0.1) | 0 | (0.1) | (0.1) | 0.3 | 0.3 | 0.3 | 0.1 | 0.3 | (0.4) | 0.1 | 0 | 45.4 | 207 | (0.2) | (1.2) | 1.3 | 0.5 |
| 2005 | 0 | (0.5) | (0.1) | 0.6 | 0.3 | 0 | (0.2) | 0.3 | (0.6) | (0.3) | (0.2) | 0.1 | (0.6) | (0.6) | 44.6 | 234 | (0.3) | (1.4) | 1.3 | 0.5 |
| 2004 | 0.3 | 0.5 | (0.1) | (0.9) | 0.3 | 0.4 | 0.2 | 0.7 | 0.6 | 0.2 | (0.2) | 0.6 | 2.6 | 1.6 | 51.5 | 237 | (0.4) | (1.5) | 1.5 | 0.6 |
| 2003 | (0.7) | 0.8 | 0.5 | 0.4 | 0.7 | (0.1) | (1.1) | 0.1 | 1.6 | 0.2 | 0.4 | 0.2 | 3 | 1.9 | 52.3 | 230 | (0.4) | (1.6) | 1.5 | 0.6 |
| 2002 | 0.2 | 0.2 | (0.1) | 0.6 | 0.3 | 0.3 | 1.1 | 0.8 | 1 | 0.6 | (0.7) | 1 | 5.3 | 3 | 56.8 | 248 | (0.5) | (0.9) | 1.3 | 0.6 |
| 2001 | 0.3 | 0.6 | (0.1) | (0.3) | (0.3) | 0 | 0.6 | 0.5 | 1 | 0.7 | (1.2) | 0.5 | 2.3 | 1.1 | 50.9 | 249 | (0.6) | (2) | 1.3 | 0.7 |
| 2000 | 0.3 | 0.2 | 0.7 | (0.6) | 0.1 | 0.7 | 0.1 | 0.2 | 0.2 | (0.2) | 0.4 | 0.4 | 2.5 | 2.1 | 50.6 | 238 | (0.4) | (1.1) | 1.3 | 0.5 |